Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities.
Jiming PengCornelis RoosTamás TerlakyPublished in: SIAM J. Optim. (2002)
Keyphrases
- interior point methods
- primal dual
- convex programming
- convex optimization
- quadratic programming
- linear programming
- linear program
- semidefinite
- convex optimization problems
- interior point
- semidefinite programming
- interior point algorithm
- linear programming problems
- approximation algorithms
- convergence rate
- variational inequalities
- nonlinear programming
- optimization problems
- computationally intensive
- simplex algorithm
- algorithm for linear programming
- analytic center
- convex relaxation
- higher order
- convex functions
- quadratic program
- simplex method
- multiscale